03863nam 22006855 450 991073373390332120200704223713.03-319-00413-110.1007/978-3-319-00413-6(CKB)3710000000002558(SSID)ssj0000963024(PQKBManifestationID)11536234(PQKBTitleCode)TC0000963024(PQKBWorkID)10976259(PQKB)11219898(DE-He213)978-3-319-00413-6(MiAaPQ)EBC3107004(PPN)172422272(EXLCZ)99371000000000255820130711d2013 u| 0engurnn#008mamaatxtccrParis-Princeton Lectures on Mathematical Finance 2013 Editors: Vicky Henderson, Ronnie Sircar /by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter1st ed. 2013.Cham :Springer International Publishing :Imprint: Springer,2013.1 online resource (IX, 316 p. 40 illus., 34 illus. in color.)Lecture Notes in Mathematics,0075-8434 ;2081Bibliographic Level Mode of Issuance: Monograph3-319-00412-3 Includes bibliographical references.Preface: Vicky Henderson & Ronnie Sircar -- Philip Protter: A Mathematical Theory of Financial Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor Modelling -- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide -- Dan Crisan: Cubature Methods and Applications.The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.Lecture Notes in Mathematics,0075-8434 ;2081Economics, Mathematical Economic sociologyQuantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Organizational Studies, Economic Sociologyhttps://scigraph.springernature.com/ontologies/product-market-codes/X22020Economics, Mathematical .Economic sociology.Quantitative Finance.Organizational Studies, Economic Sociology.332.015191B2891B7060G4949J5560H0790C46mscBenth Fred Espenauthttp://id.loc.gov/vocabulary/relators/aut151492Crisan Danauthttp://id.loc.gov/vocabulary/relators/autGuasoni Paoloauthttp://id.loc.gov/vocabulary/relators/autManolarakis Konstantinosauthttp://id.loc.gov/vocabulary/relators/autMuhle-Karbe Johannesauthttp://id.loc.gov/vocabulary/relators/autNee Colmauthttp://id.loc.gov/vocabulary/relators/autProtter Philipauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910733733903321Paris-Princeton lectures on mathematical finance 2013258668UNINA